Compare strategies
Side-by-side performance, edge profile & trade overlap · 3 strategies selected
tinycorp suggests
All three combine well — cross-category correlation is low (avg ρ = 0.18). A blended deploy at $5 each would have netted +$8,420 over 30d at a Sharpe of 3.61, beating any single strategy in the basket.
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30d simulated P&L
$0.00· loading
Sharpe
3.42
Win
67.1%
Max DD
−$412
n
184
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30d simulated P&L
$0.00· loading
Sharpe
2.96
Win
61.2%
Max DD
−$720
n
158
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30d simulated P&L
$0.00· loading
Sharpe
2.81
Win
59.4%
Max DD
−$680
n
96
Cumulative P&L overlay
All three strategies, paper P&L · same scale · normalised to $5 flat sizing
A · strategy
B · strategy
C · FOMC Fade
Detailed metrics
Best in green, worst in red, per row
| Metric | A | B | C |
|---|---|---|---|
| Returns | |||
| 30d P&L | — | — | — |
| All-time P&L | +$8,940 | +$11,420 BEST | +$4,628 |
| Avg trade | +$22.92 BEST | +$19.87 | +$21.92 |
| Median trade | +$4.20 | +$2.10 | +$5.80 |
| Risk-adjusted | |||
| Sharpe (ann.) | 3.42 BEST | 2.96 | 2.81 |
| Sortino | 4.12 BEST | 3.48 | 3.02 |
| Calmar | 10.24 BEST | 4.36 LOW | 3.09 |
| Max drawdown | −$412 (9.8%) BEST | −$720 (15.4%) | −$680 (22.0%) DEEP |
| Recovery (days) | 3 | 9 | 22 SLOW |
| Hit rate & sample | |||
| Win rate | 67.1% BEST | 61.2% | 59.4% |
| Sample n (live) | 184 BEST | 158 | 96 |
| Days live | 67 | 78 | 142 SEASONED |
| Trades / week | 19 | 14 | 5 SPARSE |
| Cost | |||
| Unlock price | $18 | $22 | $25 PRICEY |
| Status in your library | ✓ Owned · deployed | ✓ Owned · deployed | Not owned |
Trade volume · 30d
Number of paper trades per strategy
Return correlation · 30d
Pearson ρ on daily P&L · lower = better diversification
A
B
C
A
1.00self
0.14very low
0.21low
B
0.14very low
1.00self
0.42moderate
C
0.21low
0.42moderate
1.00self
Average pairwise ρ is 0.26. A basket of these would reduce variance ~38% versus deploying any single strategy alone.
Active right now · trade overlap
Markets all 3 strategies are watching
14:08
High temp NYC ≥ 78°F Fri
A · YES 24¢
09:22
BTC close > $115k May 31
B · NO 66¢
02:14
Fed cuts ≥ 25bp Jun meeting
C · NO 58¢
yesterday
CPI YoY ≥ 3.2% May print
BC